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EUO vs. LEMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUO vs. LEMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Euro (EUO) and iShares J.P. Morgan EM Local Currency Bond ETF (LEMB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EUO achieves a 6.49% return, which is significantly higher than LEMB's 2.43% return. Over the past 10 years, EUO has outperformed LEMB with an annualized return of 2.40%, while LEMB has yielded a comparatively lower 1.06% annualized return.


EUO

1D
0.07%
1M
-1.50%
6M
7.79%
YTD
6.49%
1Y
5.55%
3Y*
1.51%
5Y*
4.88%
10Y*
2.40%
ALL TIME*
1.13%

LEMB

1D
-0.09%
1M
0.05%
6M
0.57%
YTD
2.43%
1Y
8.50%
3Y*
5.72%
5Y*
1.30%
10Y*
1.06%
ALL TIME*
0.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$802.97K$615.74K$603.29K
$8.20M$7.38M$6.50M

EUO vs. LEMB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUO
ProShares UltraShort Euro
6.49%-18.87%19.79%-1.02%13.88%14.83%-15.97%10.51%14.39%-21.71%
LEMB
iShares J.P. Morgan EM Local Currency Bond ETF
2.43%18.02%-1.72%7.23%-10.74%-9.92%3.10%6.40%-7.49%12.49%

Correlation

The correlation between EUO and LEMB is -0.63, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.63

Correlation (3Y)
Balances recent behavior with more history.

-0.67

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.68

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.57

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2011

-0.49

The correlation between EUO and LEMB shifts across timeframes, from -0.68 (5 years) to -0.49 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EUO vs. LEMB — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EUO
EUO Risk / Return Rank: 1616
Overall Rank
EUO Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
EUO Sortino Ratio Rank: 1414
Sortino Ratio Rank
EUO Omega Ratio Rank: 1414
Omega Ratio Rank
EUO Calmar Ratio Rank: 1717
Calmar Ratio Rank
EUO Martin Ratio Rank: 1717
Martin Ratio Rank

LEMB
LEMB Risk / Return Rank: 5555
Overall Rank
LEMB Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
LEMB Sortino Ratio Rank: 5959
Sortino Ratio Rank
LEMB Omega Ratio Rank: 6464
Omega Ratio Rank
LEMB Calmar Ratio Rank: 4444
Calmar Ratio Rank
LEMB Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EUO vs. LEMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Euro (EUO) and iShares J.P. Morgan EM Local Currency Bond ETF (LEMB). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EUOLEMBDifference
Sharpe ratioReturn per unit of total volatility

-1.21

Sortino ratioReturn per unit of downside risk

-1.63

Omega ratioGain probability vs. loss probability

1.05

1.27

-0.23

Calmar ratioReturn relative to maximum drawdown

0.33

1.58

-1.25

Martin ratioReturn relative to average drawdown

0.91

5.07

-4.16

EUO vs. LEMB - Sharpe Ratio Comparison

The current EUO Sharpe Ratio is 0.22, which is lower than the LEMB Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of EUO and LEMB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EUO vs. LEMB - Drawdown Comparison

The maximum EUO drawdown since its inception was -38.58%, which is greater than LEMB's maximum drawdown of -30.82%. Use the drawdown chart below to compare losses from any high point for EUO and LEMB.


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Drawdown Indicators


EUOLEMBDifference

Max Drawdown

Largest peak-to-trough decline

-38.58%

-30.82%

-7.76%

Max Drawdown (1Y)

Largest decline over 1 year

-8.05%

-6.00%

-2.05%

Max Drawdown (3Y)

Largest decline over 3 years

-24.46%

-8.08%

-16.38%

Max Drawdown (5Y)

Largest decline over 5 years

-25.28%

-23.89%

-1.39%

Max Drawdown (10Y)

Largest decline over 10 years

-29.61%

-29.09%

-0.52%

Current Drawdown

Current decline from peak

-16.91%

-3.70%

-13.21%

Average Drawdown

Average peak-to-trough decline

-18.48%

-12.64%

-5.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

1.87%

+1.54%

Volatility

EUO vs. LEMB - Volatility Comparison

ProShares UltraShort Euro (EUO) has a higher volatility of 2.65% compared to iShares J.P. Morgan EM Local Currency Bond ETF (LEMB) at 1.51%. This indicates that EUO's price experiences larger fluctuations and is considered to be riskier than LEMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUOLEMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

1.51%

+1.14%

Volatility (6M)

Calculated over the trailing 6-month period

8.41%

5.66%

+2.75%

Volatility (1Y)

Calculated over the trailing 1-year period

12.05%

6.63%

+5.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.56%

8.24%

+7.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.76%

9.16%

+5.60%

EUO vs. LEMB - Expense Ratio Comparison

EUO has a 0.99% expense ratio, which is higher than LEMB's 0.30% expense ratio.


Dividends

EUO vs. LEMB - Dividend Comparison

EUO has not paid dividends to shareholders, while LEMB's dividend yield for the trailing twelve months is around 2.38%.


PositionTTM20252024202320222021202020192018201720162015
EUO
ProShares UltraShort Euro
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LEMB
iShares J.P. Morgan EM Local Currency Bond ETF
2.38%2.44%0.00%1.34%0.86%3.89%0.00%4.39%3.46%0.00%0.00%0.64%

Frequently Asked Questions


EUO and LEMB have a correlation of -0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EUO has higher volatility (2.65%) compared to LEMB (1.51%). In terms of maximum drawdown, EUO dropped -38.58% vs LEMB's -30.82%.

On 10-year performance, EUO leads with 2.40% vs 1.06% for LEMB. On fees, LEMB is cheaper at 0.30% per year. On volatility, LEMB has been the lower-risk option at 1.51%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EUO has performed better with a 2.40% return vs 1.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LEMB is cheaper with a 0.30% expense ratio, compared with 0.99% for EUO.

LEMB has the higher dividend yield at 2.38%, compared with 0.00% for EUO.

EUO is categorized as Leveraged Currency, while LEMB is Emerging Markets Bonds. EUO tracks USD/EUR Exchange Rate (-200%), while LEMB tracks J.P. Morgan GBI-EM Global 15 cap 4.5 floor. They also come from different issuers: ProShares and iShares. Their fees differ too: 0.99% for EUO and 0.30% for LEMB.

LEMB currently has the higher Sharpe Ratio (1.43 vs 0.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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